+32,809.5%
ODFL vs TEVA
+4,527.8%
+28,281.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.7% |
| 7D | -3.3% | +2.0% | -5.3% | -3.5% |
| 30D | -15.3% | +1.0% | -16.2% | -15.4% |
| 3M | -27.3% | +7.3% | -34.6% | -28.2% |
| 6M | -4.5% | +21.7% | -26.2% | -7.6% |
| YTD | +15.1% | +18.8% | -3.7% | +11.7% |
| 1Y | +21.1% | +86.5% | -65.4% | +9.8% |
| 3Y | -14.1% | +269.4% | -283.5% | -31.2% |
| 5Y | +26.6% | +303.6% | -277.0% | -1.9% |
| 10Y | +736.4% | -22.9% | +759.3% | +651.8% |
| All | +32,809.5% | +4,527.8% | +28,281.6% | +19,881.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling